Modeling and Estimation for Self-Exciting Spatio-Temporal Models of Terrorist Activity

Spatio-temporal hierarchical modeling is an extremely attractive way to model the spread of crime or terrorism data over a given region, especially when the observations are counts and must be modeled discretely. The spatio-temporal diffusion is placed, as a matter of convenience, in the process model allowing for straightforward estimation of the diffusion parameters through Bayesian techniques. However, this method of modeling does not allow for the existence of self-excitation, or a temporal data model dependency, that has been shown to exist in criminal and terrorism data. In this manuscript we will use existing theories on how violence spreads to create models that allow for both spatio-temporal diffusion in the process model as well as temporal diffusion, or self-excitation, in the data model. We will further demonstrate how Laplace approximations similar to their use in Integrated Nested Laplace Approximation can be used to quickly and accurately conduct inference of self-exciting spatio-temporal models allowing practitioners a new way of fitting and comparing multiple process models. We will illustrate this approach by fitting a self-exciting spatio-temporal model to terrorism data in Iraq and demonstrate how choice of process model leads to differing conclusions on the existence of self-excitation in the data and differing conclusions on how violence is spreading spatio-temporally

Modelling of Dynamic Spatial Processes

The paper is concerned with econometric modeling of the dynamic spatial processes on the example of the GDP per capita in selected European countries. The considerations of the paper are focused on investigations of the structure of components of the spatio-temporal process. As a result of the analysis some specifications of the dynamic spatial models have been obtained. Next the issues of the estimation and verification of the models are presented. The main conclusion from the analysis is that the econometric models of the spatio-temporal processes ought to be of the dynamic character, e.g. considering the spatial and spatio-temporal trends and spatial, temporal and spatio-temporal autodependence as well.spatio-temporal trend, autocorrelation, spatial lag model, dynamic spatial model.

Structural-RNN: Deep Learning on Spatio-Temporal Graphs

Deep Recurrent Neural Network architectures, though remarkably capable at modeling sequences, lack an intuitive high-level spatio-temporal structure. That is while many problems in computer vision inherently have an underlying high-level structure and can benefit from it. Spatio-temporal graphs are a popular tool for imposing such high-level intuitions in the formulation of real world problems. In this paper, we propose an approach for combining the power of high-level spatio-temporal graphs and sequence learning success of Recurrent Neural Networks~(RNNs). We develop a scalable method for casting an arbitrary spatio-temporal graph as a rich RNN mixture that is feedforward, fully differentiable, and jointly trainable. The proposed method is generic and principled as it can be used for transforming any spatio-temporal graph through employing a certain set of well defined steps. The evaluations of the proposed approach on a diverse set of problems, ranging from modeling human motion to object interactions, shows improvement over the state-of-the-art with a large margin. We expect this method to empower new approaches to problem formulation through high-level spatio-temporal graphs and Recurrent Neural Networks.Comment: CVPR 2016 (Oral

A Composite Likelihood-based Approach for Change-point Detection in Spatio-temporal Process

This paper develops a unified, accurate and computationally efficient method for change-point inference in non-stationary spatio-temporal processes. By modeling a non-stationary spatio-temporal process as a piecewise stationary spatio-temporal process, we consider simultaneous estimation of the number and locations of change-points, and model parameters in each segment. A composite likelihood-based criterion is developed for change-point and parameters estimation. Asymptotic theories including consistency and distribution of the estimators are derived under mild conditions. In contrast to classical results in fixed dimensional time series that the asymptotic error of change-point estimator is $O_{p}(1)$, exact recovery of true change-points is guaranteed in the spatio-temporal setting. More surprisingly, the consistency of change-point estimation can be achieved without any penalty term in the criterion function. A computational efficient pruned dynamic programming algorithm is developed for the challenging criterion optimization problem. Simulation studies and an application to U.S. precipitation data are provided to demonstrate the effectiveness and practicality of the proposed method

A General Spatio-Temporal Clustering-Based Non-local Formulation for Multiscale Modeling of Compartmentalized Reservoirs

Representing the reservoir as a network of discrete compartments with neighbor and non-neighbor connections is a fast, yet accurate method for analyzing oil and gas reservoirs. Automatic and rapid detection of coarse-scale compartments with distinct static and dynamic properties is an integral part of such high-level reservoir analysis. In this work, we present a hybrid framework specific to reservoir analysis for an automatic detection of clusters in space using spatial and temporal field data, coupled with a physics-based multiscale modeling approach. In this work a novel hybrid approach is presented in which we couple a physics-based non-local modeling framework with data-driven clustering techniques to provide a fast and accurate multiscale modeling of compartmentalized reservoirs. This research also adds to the literature by presenting a comprehensive work on spatio-temporal clustering for reservoir studies applications that well considers the clustering complexities, the intrinsic sparse and noisy nature of the data, and the interpretability of the outcome. Keywords: Artificial Intelligence; Machine Learning; Spatio-Temporal Clustering; Physics-Based Data-Driven Formulation; Multiscale Modelin